Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
25.07.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 600'000 | 100'000 | 601'393 | 100'000 | 436'391 CHF | 73'569 CHF | 96.58% | 96.58% |
24.07.2024 | 1.30% | 0.75 CHF | 0.76 CHF | 600'000 | 100'000 | 600'000 | 100'000 | 459'930 CHF | 77'655 CHF | 95.16% | 95.16% |
23.07.2024 | 1.44% | 0.73 CHF | 0.74 CHF | 600'000 | 100'000 | 695'437 | 100'000 | 478'985 CHF | 70'341 CHF | 96.91% | 96.91% |
22.07.2024 | 1.49% | 0.72 CHF | 0.73 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 501'490 CHF | 67'865 CHF | 97.88% | 97.88% |
19.07.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 432'858 CHF | 58'714 CHF | 97.68% | 97.68% |
18.07.2024 | 1.66% | 0.61 CHF | 0.62 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 448'096 CHF | 60'746 CHF | 99.16% | 99.16% |
17.07.2024 | 1.65% | 0.59 CHF | 0.60 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 450'263 CHF | 61'035 CHF | 99.17% | 99.17% |
16.07.2024 | 1.57% | 0.64 CHF | 0.65 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 474'921 CHF | 64'323 CHF | 99.16% | 99.16% |
15.07.2024 | 1.60% | 0.60 CHF | 0.61 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 464'263 CHF | 62'902 CHF | 99.16% | 99.16% |
12.07.2024 | 1.69% | 0.60 CHF | 0.61 CHF | 750'000 | 100'000 | 750'000 | 100'000 | 439'243 CHF | 59'566 CHF | 99.17% | 99.17% |